Momentum Group Limited GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.62% (-1.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.8827 | 6.38 | |
| 0.0785 | 19.88 | |
| 0.9652 | 164.31 | |
| 3.9720 | 8.95 |
Estimation Period:
Sep 28, 2001 to Feb 6, 2026
Sep 28, 2001 to Feb 6, 2026
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